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Forecasting High‐Frequency Risk Measures

Denisa Banulescu-Radu, Gilbert Colletaz, Christophe Hurlin and Sessi Tokpavi (sessi.tokpavi@univ-orleans.fr)

Journal of Forecasting, 2016, vol. 35, issue 3, 224-249

Date: 2016
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Working Paper: Forecasting High-Frequency Risk Measures (2016)
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